Stochastic approximation [1]} is a class of algorithms for solving stochastic root-finding problems. UBSR estimation is a root-finding problem since one has to find a \(t^*\)  satisfying \(g(t^{*}) = 0\) , or
\(E[\ell (-X - t^{*})] = \lambda \) .
For this problem, [2]} proposed a stochastic approximation scheme, and performed an asymptotic convergence analysis. In this paper, we focus on UBSR estimation from a non-asymptotic viewpoint.
